+291.7%
TRV vs RL
+307.1%
-15.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.7% | +1.0% |
| 7D | +0.2% | -0.3% | +0.4% | +0.2% |
| 30D | -2.3% | -17.5% | +15.2% | +1.6% |
| 3M | +22.7% | -14.0% | +36.7% | +26.2% |
| 6M | +21.9% | -2.0% | +23.9% | +21.2% |
| YTD | +27.5% | -4.6% | +32.1% | +27.1% |
| 1Y | +36.2% | +9.5% | +26.7% | +31.4% |
| 3Y | +140.6% | +200.5% | -59.9% | +76.8% |
| 5Y | +154.5% | +226.3% | -71.7% | +76.6% |
| All | +291.7% | +307.1% | -15.3% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling